NYMEX Light Sweet Crude Oil Future June 2016
Trading Metrics calculated at close of trading on 10-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2016 |
10-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
35.09 |
33.14 |
-1.95 |
-5.6% |
38.08 |
High |
35.59 |
34.32 |
-1.27 |
-3.6% |
38.46 |
Low |
32.65 |
32.70 |
0.05 |
0.2% |
34.18 |
Close |
32.74 |
32.96 |
0.22 |
0.7% |
35.94 |
Range |
2.94 |
1.62 |
-1.32 |
-44.9% |
4.28 |
ATR |
2.07 |
2.04 |
-0.03 |
-1.6% |
0.00 |
Volume |
111,912 |
121,174 |
9,262 |
8.3% |
467,740 |
|
Daily Pivots for day following 10-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
38.19 |
37.19 |
33.85 |
|
R3 |
36.57 |
35.57 |
33.41 |
|
R2 |
34.95 |
34.95 |
33.26 |
|
R1 |
33.95 |
33.95 |
33.11 |
33.64 |
PP |
33.33 |
33.33 |
33.33 |
33.17 |
S1 |
32.33 |
32.33 |
32.81 |
32.02 |
S2 |
31.71 |
31.71 |
32.66 |
|
S3 |
30.09 |
30.71 |
32.51 |
|
S4 |
28.47 |
29.09 |
32.07 |
|
|
Weekly Pivots for week ending 05-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
49.03 |
46.77 |
38.29 |
|
R3 |
44.75 |
42.49 |
37.12 |
|
R2 |
40.47 |
40.47 |
36.72 |
|
R1 |
38.21 |
38.21 |
36.33 |
37.20 |
PP |
36.19 |
36.19 |
36.19 |
35.69 |
S1 |
33.93 |
33.93 |
35.55 |
32.92 |
S2 |
31.91 |
31.91 |
35.16 |
|
S3 |
27.63 |
29.65 |
34.76 |
|
S4 |
23.35 |
25.37 |
33.59 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
37.65 |
32.65 |
5.00 |
15.2% |
1.89 |
5.7% |
6% |
False |
False |
102,897 |
10 |
38.52 |
32.65 |
5.87 |
17.8% |
2.11 |
6.4% |
5% |
False |
False |
97,725 |
20 |
38.52 |
30.79 |
7.73 |
23.5% |
2.17 |
6.6% |
28% |
False |
False |
86,723 |
40 |
42.30 |
30.79 |
11.51 |
34.9% |
1.83 |
5.5% |
19% |
False |
False |
61,015 |
60 |
48.02 |
30.79 |
17.23 |
52.3% |
1.71 |
5.2% |
13% |
False |
False |
52,466 |
80 |
52.04 |
30.79 |
21.25 |
64.5% |
1.63 |
4.9% |
10% |
False |
False |
45,762 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
41.21 |
2.618 |
38.56 |
1.618 |
36.94 |
1.000 |
35.94 |
0.618 |
35.32 |
HIGH |
34.32 |
0.618 |
33.70 |
0.500 |
33.51 |
0.382 |
33.32 |
LOW |
32.70 |
0.618 |
31.70 |
1.000 |
31.08 |
1.618 |
30.08 |
2.618 |
28.46 |
4.250 |
25.82 |
|
|
Fisher Pivots for day following 10-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
33.51 |
34.59 |
PP |
33.33 |
34.04 |
S1 |
33.14 |
33.50 |
|